-11.0%
CMS vs TYL
+0.4%
-11.3%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.0% | +3.8% | -0.2% |
| 7D | +0.4% | -3.7% | +4.0% | +0.3% |
| 30D | -3.6% | +18.7% | -22.3% | -3.7% |
| 3M | -1.9% | +18.1% | -20.0% | -2.4% |
| 6M | -11.0% | -1.1% | -9.9% | -11.0% |
| All | -11.0% | +0.4% | -11.3% | -11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded TYL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling